How to set objects to layers?
Assuming you are talking about the viewport layers you see in the header:



Then just press M with the appropriate objects selected and click on the layer(s) you want them to be visible on.



Another method is to use the properties window, object tab, relations pane; the object will appear in one or more of the layers represented here by activating the button. The relations pane is illustrated in red, and in the image is in the default position.